张鹏艳, 杨卫国. 连续状态马氏链遍历性的初等证明[J]. 应用概率统计, 2018, 34(3): 312-318. DOI: 10.3969/j.issn.1001-4268.2018.03.008
引用本文: 张鹏艳, 杨卫国. 连续状态马氏链遍历性的初等证明[J]. 应用概率统计, 2018, 34(3): 312-318. DOI: 10.3969/j.issn.1001-4268.2018.03.008
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ZHANG Pengyan, YANG Weiguo. Primary Proof of Ergodicities for Continuous-State Markov Chains[J]. Chinese Journal of Applied Probability and Statistics, 2018, 34(3): 312-318. DOI: 10.3969/j.issn.1001-4268.2018.03.008
Citation: ZHANG Pengyan, YANG Weiguo. Primary Proof of Ergodicities for Continuous-State Markov Chains[J]. Chinese Journal of Applied Probability and Statistics, 2018, 34(3): 312-318. DOI: 10.3969/j.issn.1001-4268.2018.03.008
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连续状态马氏链遍历性的初等证明

Primary Proof of Ergodicities for Continuous-State Markov Chains

    摘要
  • 摘要: 本文介绍了连续状态马氏链Dobrushin系数、指数强遍历性、强遍历性以及弱遍历性, 在此基础上给出指数强遍历、强遍历和弱遍历之间相互等价的一个初等证明.

     

    Abstract: In this paper, we introduce the definitions of geometric strongly ergodic, strongly ergodic and weakly ergodic for continuous-state Markov chains, then we give a primary proof of equivalence of the ergodicities for continuous-state Markov chains.

     

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